- Multiple, user-defined portfolios – class by sector, strength of cointegration, historic profitability etc
- Effectively handle and track large number of symbols with live incoming data
- Assign custom trading strategies pair-by-pair
- Dynamic filtering of Active Portfolio pairs to exclude from trading those that fail user-defined stat profiles
- Dynamically re-include them if they pass the user-defined stat profile with new incoming data
- Place entry and exits triggers using any parameters available in the back tester
- Signals generate full textual descriptions including transaction type, number of shares, prices and time of the signal
- Running P&L filterable by date and named strategy, ability to drill down into the detail of either leg of the trade
Portfolio features
Client views
Asset Manager
The highest praise we can give. We incorporated the ArbMaker software in to our investment process. It replaced a combination of other commercial software and in-house software. So far the results have been excellent. Additionally, we enjoy working with the ArbMaker team: responsive, open to suggestions, and always helpful. Keep...
Create a Personal Hedge Fund with ArbMaker
ArbMaker is a “stunning success” - very well thought-out and implemented. It has an excellent breadth of features and the required statistical depth to get relative value pairs trading done the right way for both equity pairs and futures spread trading. My trading edge is StatArb based on a comprehensive end-to-end...
Best pairs trading platform available
In my opinion , I think its the best pair trading software available and more serious traders should know about it. The overall experience so far has been excellent. I've learned so much from our interactions and other members on the forum and continue to learn more by reading different...
The software has already paid for itself several times over
I read some white papers about Statistical Arbitrage with cointegration method, and was keen to include it into my currency trading. I found there were tutorials for it using Matlab and R. While I'm familiar with Matlab, I was looking for a software that is ready to use, turn-key solution....
